Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.485821 0.543370 0.608469 0.688310 0.784639 0.898494 1.045382
2025-09-14 0.409664 0.479014 0.563036 0.674463 0.821790 1.015259 1.298436
2025-09-21 0.362570 0.437765 0.533592 0.668549 0.860688 1.136831 1.590921
2025-09-28 0.324587 0.401288 0.502807 0.652595 0.878945 1.230062 1.871546
2025-10-05 0.311061 0.394302 0.509045 0.687278 0.975658 1.466067 2.492742
2025-10-12 0.305885 0.397412 0.528808 0.744038 1.118837 1.826530 3.581919
2025-10-19 0.284642 0.375157 0.508248 0.733367 1.143844 1.974165 4.299838
2025-10-26 0.269368 0.360001 0.496426 0.734695 1.190125 2.181656 5.376046
2025-11-02 0.250636 0.338029 0.471625 0.710012 1.180626 2.260130 6.129834
2025-11-09 0.230815 0.313000 0.439810 0.669063 1.130768 2.225431 6.439011
2025-11-16 0.219503 0.300295 0.426849 0.660585 1.147209 2.367888 7.711708
2025-11-23 0.216319 0.299935 0.433979 0.689943 1.251872 2.800443 11.405462
2025-11-30 0.206593 0.289110 0.423538 0.686354 1.285957 3.060833 15.182300
2025-12-07 0.196508 0.277065 0.410033 0.675101 1.299761 3.268231 19.739359
2025-12-14 0.188340 0.267625 0.400297 0.670269 1.329093 3.555798 27.705416
2025-12-21 0.179321 0.256237 0.386221 0.654712 1.327099 3.725116 36.423492
2025-12-28 0.178102 0.257743 0.395399 0.689778 1.473747 4.672924 97.151517
2026-01-04 0.179467 0.263668 0.413208 0.746953 1.708567 6.449677 1321.574431
2026-01-11 0.172527 0.254781 0.402231 0.736265 1.726420 6.980667 54402.606838
2026-01-18 0.167461 0.248899 0.396607 0.737620 1.786238 7.934792 NaN
2026-01-25 0.159905 0.238242 0.380952 0.712801 1.747716 8.062951 NaN
2026-02-01 0.151032 0.224913 0.359385 0.671621 1.642581 7.519170 NaN
2026-02-08 0.146155 0.218529 0.351231 0.663097 1.656372 8.100810 NaN